Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
31,205 documents
This document describes a variation of the Relative Strength Index that can apply a moving average to its input before calculating the indicator. The available smoothing choices are simple, exponential, smoothed, and weighted moving averages. Setting the…
This article outlines an A-share screening method that combines three conditions: convergence around five moving averages, a turnover measure within a specified band, and at least two limit-up events in the prior 500 days. The averages named are the 5-, 10-,…
This article describes an A-share stock screen focused on Shenzhen main-board companies in the metaverse sector. It combines price-to-earnings and price-to-book ranges with a volume ratio above 1.5 and below 6, then adds a relative-strength ranking cutoff in…
This Chinese equity screening proposal targets stocks in the metaverse theme with a positive return, excludes special-treatment shares, and adds a “five-step limit-up” pattern intended to identify candidates with potential momentum. The document describes…
This Chinese equity screening proposal combines three conditions: daily price amplitude above 1%, a dividend ratio above 25% for 2019, and a 15-minute MACD histogram that is shortening while below zero. The rationale is to find volatile shares with a history…
This note describes a Chinese equity screen combining a relative strength index below 65 with revenue in 2021 more than 1.1 times revenue in 2018. It further limits the universe to companies valued below 10 billion yuan and excludes loss-making firms. The…
This proposed equity screen focuses on stocks classified in the metaverse industry. It selects names where KDJ has just formed a bullish crossover, ranks the qualifying stocks by capital inflow from highest to lowest, and takes the top 20. The post describes…
This proposed China A-share screen selects stocks whose MACD value is above zero, then sorts candidates by individual-stock popularity and applies a price ceiling of less than 12. It is intended to run after each daily close. The document explains MACD as a…
This post proposes a stock-selection screen combining daily price range, moving-average direction, a market-capitalization ceiling, and a profitability condition. In broad terms, it seeks stocks with noticeable daily movement, an upward-sloping short-term…
This tutorial describes flags and pennants as consolidation patterns that can follow a sharp price move. A flag is a small rectangle and a pennant a small triangle; both are framed by trendlines around the pause, while the preceding impulse forms the…
The document presents a Chinese equity screening rule combining a 3% to 12% turnover-rate range, a reversal or engulfing-style price pattern, positive daily return, and a volume ratio between 1.5 and 6. It further limits the universe to listed Shenzhen…
This document describes an Expert Advisor that combines the Awesome Oscillator (AO) with the Range Action Verification Index (RAVI). It evaluates signals only when a new bar forms and manages a single position, so it is described as compatible with both…
This A-share screening idea combines three conditions: daily price amplitude above 1%, an opening price near the 10-day moving average, and tradable share float no greater than 5.5 billion shares. The document interprets the range condition as selecting…
This article presents five discretionary rules for interpreting stock turnover, support and resistance, trend direction, and price-volume behavior. It treats unusually high turnover near price lows as possible accumulation and high turnover after a sharp…
This A-share stock screen combines an intraday range filter, an exact closing-price condition, and a 15-minute MACD histogram condition. The post describes the intended screen as selecting stocks with an amplitude above one percent, a price of 18.5 yuan, and…
This example presents a two-sided strategy for the S&P 500 and says its Bollinger Band period and moving-average period are the two optimized variables. It buys when both the open and close are at or below the lower Bollinger Band, and sells short when both…
This strategy template combines the Awesome Oscillator (AO) with MACD on a one-hour timeframe. It enters a long position when MACD is above zero and AO crosses from negative to positive. It exits when MACD is below zero and AO crosses from positive to…
This document describes an indicator that adds a three-level trend-strength display to ColorJFatl. It uses the standard deviation of the indicator and two configurable thresholds to show colored dots on its moving average. A small dot signals a medium…
This A-share screening idea combines recent price-limit events with a measure of trading activity. It defines capital strength as yesterday’s turnover multiplied by the ratio of today’s opening-auction volume to yesterday’s volume, then keeps values between…
The document describes an A-share stock screen combining turnover, market capitalization, profitability, and a weekly price crossover. It selects companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, no losses, and a weekly…
This note proposes screening Chinese stocks for daily amplitude above 1%, evidence described as main-force control on the previous day, and growth in the KDJ indicator’s K value. The rationale is to combine elevated short-term price movement and signs of…
This brief indicator description explains regression channels built around a fitted price trend. In the linear version, two parallel boundaries sit above and below the regression line. Their offset is set by the largest deviation of closing prices from that…
This note describes a Chinese stock screening rule combining daily price amplitude above 1%, afternoon large-order net inflow, and a MACD condition from two days earlier. It presents the filters as a way to find stocks showing both price movement and buying…
This article describes a technical stock screen seeking high daily price ranges, at least one daily gain of 10% or more within the previous 25 trading days, and an upward alignment of moving averages. Its suggested refinement requires the close to be above…